1. Open the WPS document and find the document to create the directory.

2. Click the Reference option in the top menu bar.

3. Select "Directory" in the pop-up drop-down menu or use the shortcut key Ctrl+Shift+T to create a directory directly.

If you need to customize the directory format, you can first place the cursor where you want to insert the directory, and then click the "Reference" option and select "Customize Directory".